+858.7%
PPL vs BB
+307.3%
+551.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -0.8% |
| 7D | +0.4% | +3.8% | -3.4% | +0.2% |
| 30D | +5.4% | -0.3% | +5.8% | +5.3% |
| 3M | +4.3% | -0.5% | +4.7% | +4.0% |
| 6M | -1.3% | +45.9% | -47.2% | -3.8% |
| YTD | +4.7% | +130.6% | -125.9% | -0.3% |
| 1Y | +1.3% | +89.2% | -87.9% | -2.8% |
| 3Y | +57.2% | +137.5% | -80.3% | +47.1% |
| 5Y | +48.2% | -20.9% | +69.1% | +44.0% |
| 10Y | +62.7% | +25.4% | +37.3% | +47.1% |
| All | +858.7% | +307.3% | +551.4% | +822.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling